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Re: st: pweight + aweight, double weights


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: pweight + aweight, double weights
Date   Wed, 4 Aug 2010 13:37:01 -0400

Jochen--
If you do a probability weighted mean of the  individual growth rates
for a time period (single year, first year to last year) and weight by
w =  (initial value) x (probability weight), you would wind up with
the rate based on the probability-weighted aggregated sums. So Stas's
solution is exactly the solution you seek. Moreover,  Stas's version
will provide the correct standard error, one appropriate for a ratio
estimate.

You could also calculate the ratio estimate directly and get
asymmetric CI's, which are likely to be more accurate than the
symmetric intervals

**************************CODE BEGINS**************************
capture program drop _all
program antilog
local lparm  el(r(b),1,1)
local se    sqrt(el(r(V),1,1))
local bound  invttail(e(df_r),.025)*`se'
local parm  exp(`lparm')

local ll  exp(`lparm'  - `bound')
local ul  exp( `lparm' + `bound')
di  "relc = "  100*( `parm'-1)  "    ll = "  100*(`ll'-1)  "   ul = "
100*(`ul'-1)
end

sysuse auto, clear
gen length_2 = displacement
rename length length_1
svyset _n
svy: ratio length_2/length_1
nlcom log(_b[_ratio_1])
antilog

***************************CODE ENDS***************************


Steve
'
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783



On Wed, Aug 4, 2010 at 11:43 AM, Stas Kolenikov <skolenik@gmail.com> wrote:
> Who knows. You might be able to get identical answers, but you'll
> spend more time trying to figure out the appropriate composition of
> weights trying to reproduce the answer from those -total- commands.
>
> On Wed, Aug 4, 2010 at 2:58 AM, Jochen Späth <jochen.spaeth@iaw.edu> wrote:
>> Hello Stas,
>>
>> thank you very much for your advice. I'm aware of the possibility of calculating the aggregate sums of investment for different subpopoluations using the pweight and calculating the aggregate (=aweighted) growth rates from the newly-generated data. I was just wondering whether there were a more "flexible" approach, such as, say multiplicating the two weight variables and use the result in a single -tabstat- or something like that.
>
> -

On Tue, Aug 3, 2010 at 12:30 PM, Stas Kolenikov <skolenik@gmail.com> wrote:
> You would probably want to
>
> svyset PSU [pw=your weight], strata(strata)
> svy : total investment, over( year sector )
> nlcom ([investment]_subpop_2 - [investment]_subpop_1)/[investment]_subpop_1
>
> or whatever labels the -total- command is going to give to individual
> coefficients.
>
> On Tue, Aug 3, 2010 at 8:29 AM, Jochen Späth <jochen.spaeth@iaw.edu> wrote:
>> Dear Statalisters,
>>
>> I have a question about weights, especially about "double weights".
>>
>> I have micro-data on firms containing information about their investment behaviour (amounts) for several years. I then went on to calculate the firms' individual (discrete) growth rates of investment, i.e.
>>
>> rate_t = (inv_t - inv_t-1) / inv_t-1
>>
>> and wish to use these individual growth rates to calculate average growth rates for, say, economic sectors. Thereby, I'd like to attach an aweight to the -tabstat-, -table- or other suitable command, such that firms with higher investments in t-1 contribute a higher share to the average growth rate. This is, of course, straightforward in Stata.
>>
>> However, since I have sampled data I need to attach to this operation also a pweight to get information for the population instead of the sample.
>>
>> Can I calculate the average growth rates from the individual ones or do I need to -collapse- or -table, replace- my data? It seems that -svyset- could be what I am looking for, but it seems rather complicated. Is there a way to avoid the -svyset- command and to go on with simple -tabstat- or alike instead?
>>
>> Best,
>> Jochen
>>

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